Update mkdocs and fix resulting issues

docs/setup.md

@@ -2,7 +2,9 @@
 title: 'Setup'
 ---
 
-# Run cibuildwheel locally (optional) {: #local}
+# Setup
+
+## Run cibuildwheel locally (optional) {: #local}
 
 Before getting to CI setup, it can be convenient to test cibuildwheel
 locally to quickly iterate and track down issues without even touching CI.
@@ -137,9 +139,9 @@ You can override the cache folder using the ``CIBW_CACHE_PATH`` environment vari
     ```
 
 
-# Configure a CI service
+## Configure a CI service
 
-## GitHub Actions [linux/mac/windows] {: #github-actions}
+### GitHub Actions [linux/mac/windows] {: #github-actions}
 
 To build Linux, Mac, and Windows wheels using GitHub Actions, create a `.github/workflows/build_wheels.yml` file in your repo.
 
@@ -235,7 +237,7 @@ For more info on this file, check out the [docs](https://help.github.com/en/acti
 [`examples/github-deploy.yml`](https://github.com/pypa/cibuildwheel/blob/main/examples/github-deploy.yml) extends this minimal example with a demonstration of how to automatically upload the built wheels to PyPI.
 
 
-## Azure Pipelines [linux/mac/windows] {: #azure-pipelines}
+### Azure Pipelines [linux/mac/windows] {: #azure-pipelines}
 
 To build Linux, Mac, and Windows wheels on Azure Pipelines, create a `azure-pipelines.yml` file in your repo.
 
@@ -249,7 +251,7 @@ Commit this file, enable building of your repo on Azure Pipelines, and push.
 
 Wheels will be stored for you and available through the Pipelines interface. For more info on this file, check out the [docs](https://docs.microsoft.com/en-us/azure/devops/pipelines/yaml-schema).
 
-## Travis CI [linux/windows] {: #travis-ci}
+### Travis CI [linux/windows] {: #travis-ci}
 
 To build Linux and Windows wheels on Travis CI, create a `.travis.yml` file in your repo.
 
@@ -265,7 +267,7 @@ Then setup a deployment method by following the [Travis CI deployment docs](http
 
 [`examples/travis-ci-deploy.yml`](https://github.com/pypa/cibuildwheel/blob/main/examples/travis-ci-deploy.yml) extends this minimal example with a demonstration of how to automatically upload the built wheels to PyPI.
 
-## AppVeyor [linux/mac/windows] {: #appveyor}
+### AppVeyor [linux/mac/windows] {: #appveyor}
 
 To build Linux, Mac, and Windows wheels on AppVeyor, create an `appveyor.yml` file in your repo.
 
@@ -281,7 +283,7 @@ AppVeyor will store the built wheels for you - you can access them from the proj
 
 For more info on this config file, check out the [docs](https://www.appveyor.com/docs/).
 
-## CircleCI [linux/mac] {: #circleci}
+### CircleCI [linux/mac] {: #circleci}
 
 To build Linux and Mac wheels on CircleCI, create a `.circleci/config.yml` file in your repo,
 
@@ -298,7 +300,7 @@ Commit this file, enable building of your repo on CircleCI, and push.
 
 CircleCI will store the built wheels for you - you can access them from the project console. Check out the CircleCI [docs](https://circleci.com/docs/2.0/configuration-reference/#section=configuration) for more info on this config file.
 
-## Gitlab CI [linux] {: #gitlab-ci}
+### Gitlab CI [linux] {: #gitlab-ci}
 
 To build Linux wheels on Gitlab CI, create a `.gitlab-ci.yml` file in your repo,
 
@@ -314,13 +316,13 @@ Gitlab will store the built wheels for you - you can access them from the Pipeli
 
 > ⚠️ Got an error? Check the [FAQ](faq.md).
 
-# Next steps
+## Next steps
 
 Once you've got the wheel building successfully, you might want to set up [testing](options.md#test-command) or [automatic releases to PyPI](deliver-to-pypi.md#automatic-method).
 
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